market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 0.53% 84.90 % 85.35 % 500,000 500,000 500,000 500,000 427,187 CHF 429,436 CHF 99.17% 99.17%
19/11/2024 0.52% 86.30 % 86.75 % 500,000 500,000 500,000 500,000 429,644 CHF 431,894 CHF 99.17% 99.17%
18/11/2024 0.52% 86.30 % 86.75 % 500,000 500,000 500,000 500,000 429,732 CHF 431,982 CHF 99.20% 99.20%
15/11/2024 0.53% 85.35 % 85.80 % 500,000 500,000 500,000 500,000 426,975 CHF 429,225 CHF 99.17% 99.17%
14/11/2024 0.51% 86.75 % 87.20 % 500,000 500,000 500,000 500,000 426,670 CHF 428,839 CHF 99.16% 99.16%
13/11/2024 0.48% 83.55 % 83.95 % 500,000 500,000 500,000 500,000 414,418 CHF 416,418 CHF 99.17% 99.17%
12/11/2024 0.48% 82.70 % 83.10 % 500,000 500,000 500,000 500,000 417,685 CHF 419,685 CHF 99.17% 99.17%
11/11/2024 0.52% 84.40 % 84.80 % 500,000 500,000 500,000 500,000 425,377 CHF 427,580 CHF 99.17% 99.17%
08/11/2024 0.52% 85.00 % 85.45 % 500,000 500,000 500,000 500,000 428,020 CHF 430,270 CHF 99.17% 99.17%
07/11/2024 0.52% 86.20 % 86.65 % 500,000 500,000 500,000 500,000 434,388 CHF 436,638 CHF 98.43% 98.43%

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